Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-03 0.558327 0.630074 0.712445 0.815170 0.941520 1.094153 1.296170
2025-08-10 0.459855 0.543517 0.646768 0.786745 0.976900 1.234967 1.628928
2025-08-17 0.389548 0.474459 0.584402 0.742337 0.973032 1.315765 1.905831
2025-08-24 0.348061 0.434497 0.550975 0.726856 1.001042 1.444752 2.308027
2025-08-31 0.333334 0.427172 0.559209 0.770010 1.124516 1.761927 3.223091
2025-09-07 0.308822 0.402807 0.539007 0.765132 1.167038 1.950768 4.013615
2025-09-14 0.286221 0.378565 0.515573 0.750406 1.187625 2.103131 4.850806
2025-09-21 0.269155 0.360686 0.499549 0.745011 1.223577 2.302309 6.054263
2025-09-28 0.252089 0.341250 0.478886 0.728184 1.232735 2.442952 7.260920
2025-10-05 0.248990 0.342789 0.491873 0.773450 1.382263 3.021614 11.691024
2025-10-12 0.250880 0.352138 0.518629 0.849195 1.625275 4.067337 24.869030
2025-10-19 0.238630 0.337659 0.502831 0.837908 1.653983 4.419669 35.709083
2025-10-26 0.228335 0.326474 0.493226 0.841235 1.731866 5.086118 67.989060
2025-11-02 0.214093 0.307767 0.468481 0.808949 1.703917 5.282086 102.187659
2025-11-09 0.199150 0.287024 0.438487 0.761680 1.622382 5.167904 124.420137
2025-11-16 0.189518 0.274737 0.423173 0.745166 1.628911 5.537634 257.972481
2025-11-23 0.188223 0.276552 0.434205 0.789758 1.839908 7.436073 NaN
2025-11-30 0.181208 0.267949 0.424587 0.784603 1.887863 8.396892 NaN
2025-12-07 0.173645 0.257950 0.411482 0.769280 1.896279 9.098506 NaN
2025-12-14 0.167680 0.250462 0.402756 0.763666 1.939557 10.275474 NaN
2025-12-21 0.160941 0.241245 0.389949 0.746206 1.933133 10.975623 NaN
2025-12-28 0.160895 0.244065 0.401528 0.793167 2.205400 16.475609 NaN
2026-01-04 0.163260 0.251423 0.423153 0.871863 2.677916 32.418251 NaN